V-Lab: Monster Beverage Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Monster Beverage Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:19.30% (-0.81%)

Analysis last updated: Friday, May 17, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0901	14.15
$β$	0.7641	110.18
$γ$	0.1394	8.84
$λ_{1}$	0.0082	3.07
$λ_{2}$	0.0155	6.30
$λ_{3}$	0.9839	356.63

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts